Delete oanda_test.py

oanda_test.py

@@ -1,92 +0,0 @@
-import warnings
-from urllib3.exceptions import NotOpenSSLWarning
-
-# Silence the LibreSSL/OpenSSL warning
-warnings.filterwarnings("ignore", category=NotOpenSSLWarning)
-
-import os
-import json
-import requests
-from oandapyV20 import API
-from oandapyV20.endpoints.pricing import PricingInfo
-from cip import theoretical_forward, deviation_bps
-
-# 1. Read credentials from environment variables
-#    Ensure OANDA_TOKEN and OANDA_ACCOUNT_ID are exported in the same shell
-token = os.getenv("OANDA_TOKEN")
-account_id = os.getenv("OANDA_ACCOUNT_ID")
-
-# Debug: verify credentials are loaded (remove after confirming)
-print("DEBUG: token →", token)
-print("DEBUG: account_id →", account_id)
-
-# 2. Initialize OANDA client (practice environment)
-client = API(access_token=token, environment="practice")
-
-# 3. Fetch spot pricing for EUR/USD
-pricing_req = PricingInfo(accountID=account_id, params={"instruments": "EUR_USD"})
-pricing_resp = client.request(pricing_req)
-print("\nSPOT PRICING:")
-print(json.dumps(pricing_resp, indent=2))
-
-# 4. Compute spot mid price
-bid = float(pricing_resp["prices"][0]["bids"][0]["price"])
-ask = float(pricing_resp["prices"][0]["asks"][0]["price"])
-spot_mid = (bid + ask) / 2
-print(f"Spot mid: {spot_mid:.6f}")
-
-# 5. Fetch all swap rates for EUR/USD via correct endpoint
-swap_url = "https://api-fxpractice.oanda.com/v3/instruments/EUR_USD/swap_rates"
-headers = {
-    "Authorization": f"Bearer {token}",
-    "Content-Type": "application/json"
-}
-swap_resp = requests.get(swap_url, headers=headers)
-swap_data = swap_resp.json()
-print("\nSWAP RATES RESPONSE:")
-print(json.dumps(swap_data, indent=2))
-
-# 6. Extract 1M swap-rate if available
-days = 30  # tenor in days for 1M
-swap_rates = swap_data.get("swapRates", [])
-if swap_rates:
-    rate_1m = next((r for r in swap_rates if r.get("tenor") == "1M"), None)
-    if rate_1m:
-        print("\nObserved market 1M swap-rate object:")
-        print(json.dumps(rate_1m, indent=2))
-        # Compute observed forward outright: spot_mid + swap points
-        fwd_pts = (rate_1m["longRate"] - rate_1m["shortRate"]) * days / 360
-        obs_fwd = spot_mid + fwd_pts
-        print(f"Observed 1M forward (spot + swap points): {obs_fwd:.6f}")
-    else:
-        print("\n⚠️ 1M tenor not found in swapRates; falling back to theoretical CIP")
-        # placeholder interest rates
-        r_domestic = 0.025  # e.g., USD OIS
-        r_foreign = 0.005   # e.g., EUR OIS
-        obs_fwd = theoretical_forward(spot_mid, r_domestic, r_foreign, days)
-        print(f"Fallback observed forward: {obs_fwd:.6f}")
-else:
-    print("\n⚠️ No swapRates data; using theoretical CIP as observed forward")
-    # placeholder interest rates
-    r_domestic = 0.025
-    r_foreign = 0.005
-    obs_fwd = theoretical_forward(spot_mid, r_domestic, r_foreign, days)
-    print(f"Fallback observed forward: {obs_fwd:.6f}")
-
-# 7. Compute theoretical forward and deviation
-# placeholder interest rates (update with live data when available)
-r_domestic = 0.025
-r_foreign = 0.005
-theo_fwd = theoretical_forward(spot_mid, r_domestic, r_foreign, days)
-dev_bps = deviation_bps(obs_fwd, theo_fwd)
-print(f"\nTheoretical 1M Forward: {theo_fwd:.6f}")
-print(f"Deviation         : {dev_bps:.2f} bps")
-
-# 8. Flag arbitrage signal if deviation exceeds threshold
-threshold = 2.0  # bps
-if abs(dev_bps) > threshold:
-    direction = "Sell forward / Buy spot" if dev_bps > 0 else "Buy forward / Sell spot"
-    print(f"⚠️ Arbitrage signal: {dev_bps:.2f} bps → {direction}")
-else:
-    print("✅ No actionable arbitrage (deviation within threshold).")
-